Heterogeneity in stock prices: A STAR model with multivariate transition function

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	1845–1854
Journal	Journal of Economic Dynamics and Control
Volume	36
Issue number	12
Publication status	Published - 2012
MoE publication type	A1 Journal article-refereed

Cite this

@article{b48a42c7a9f9457199c5822920c1174a,

title = "Heterogeneity in stock prices: A STAR model with multivariate transition function",

author = "Matthijs Lof",

year = "2012",

language = "English",

volume = "36",

pages = "1845–1854",

journal = "Journal of Economic Dynamics and Control",

issn = "0165-1889",

publisher = "Elsevier",

number = "12",

}